AI RESEARCH
On the Burden of Achieving Fairness in Conformal Prediction
arXiv CS.LG
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ArXi:2605.14260v1 Announce Type: cross Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions underlying split conformal calibration. First, we derive a conservation law and lower bound showing that pooled calibration incurs irreducible group-wise coverage distortion at a scale set by cross-group quantile heterogeneity.